SMTOY vs. MTSI
SMTOY (Sumitomo Electric Industries Ltd ADR) and MTSI (MACOM Technology Solutions Holdings, Inc.) are both stocks. SMTOY operates in Auto Parts (Consumer Cyclical), while MTSI operates in Semiconductors (Technology). Over the past 10 years, SMTOY returned 18.33%/yr vs 26.08%/yr for MTSI. At a 0.17 correlation, their price movements are largely independent.
Performance
SMTOY vs. MTSI - Performance Comparison
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Returns By Period
In the year-to-date period, SMTOY achieves a 77.18% return, which is significantly lower than MTSI's 121.78% return. Over the past 10 years, SMTOY has underperformed MTSI with an annualized return of 18.33%, while MTSI has yielded a comparatively higher 26.08% annualized return.
SMTOY
- 1D
- 3.84%
- 1M
- 0.78%
- YTD
- 77.18%
- 6M
- 69.65%
- 1Y
- 259.59%
- 3Y*
- 80.96%
- 5Y*
- 37.15%
- 10Y*
- 18.33%
MTSI
- 1D
- 1.36%
- 1M
- 1.14%
- YTD
- 121.78%
- 6M
- 114.19%
- 1Y
- 194.54%
- 3Y*
- 82.85%
- 5Y*
- 44.69%
- 10Y*
- 26.08%
SMTOY vs. MTSI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SMTOY Sumitomo Electric Industries Ltd ADR | 77.18% | 131.61% | 41.93% | 12.95% | -13.35% | -1.73% | -11.45% | 14.66% | -20.89% | 16.55% |
MTSI MACOM Technology Solutions Holdings, Inc. | 121.78% | 31.85% | 39.76% | 47.59% | -19.57% | 42.26% | 106.92% | 83.32% | -55.41% | -29.69% |
Correlation
The correlation between SMTOY and MTSI is 0.28, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.28 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.30 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.28 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.20 |
Correlation (All Time) Calculated using the full available price history since Mar 15, 2012 | 0.17 |
The correlation between SMTOY and MTSI shifts across timeframes, from 0.17 (all time) to 0.30 (3 years), reflecting how their relationship changes across market environments.
Fundamentals
SMTOY:
$55.11B
MTSI:
$29.30B
SMTOY:
¥481.54
MTSI:
$2.33
SMTOY:
23.51
MTSI:
163.18
SMTOY:
0.52
MTSI:
0.24
SMTOY:
1.70
MTSI:
26.86
SMTOY:
3.20
MTSI:
20.67
SMTOY:
¥5.18T
MTSI:
$1.07B
SMTOY:
¥1.05T
MTSI:
$594.25M
SMTOY:
¥657.37B
MTSI:
$245.21M
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Return for Risk
SMTOY vs. MTSI — Risk / Return Rank
SMTOY
MTSI
SMTOY vs. MTSI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Sumitomo Electric Industries Ltd ADR (SMTOY) and MACOM Technology Solutions Holdings, Inc. (MTSI). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| SMTOY | MTSI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.57 | ||
| Sortino ratioReturn per unit of downside risk | +0.07 | ||
| Omega ratioGain probability vs. loss probability | 1.51 | 1.49 | +0.02 |
| Calmar ratioReturn relative to maximum drawdown | 9.97 | 9.54 | +0.43 |
| Martin ratioReturn relative to average drawdown | 34.19 | 24.62 | +9.57 |
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Drawdowns
SMTOY vs. MTSI - Drawdown Comparison
The maximum SMTOY drawdown since its inception was -94.82%, which is greater than MTSI's maximum drawdown of -80.78%. Use the drawdown chart below to compare losses from any high point for SMTOY and MTSI.
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Drawdown Indicators
| SMTOY | MTSI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -94.82% | -80.78% | -14.04% |
Max Drawdown (1Y)Largest decline over 1 year | -25.38% | -19.74% | -5.64% |
Max Drawdown (3Y)Largest decline over 3 years | -38.52% | -41.09% | +2.57% |
Max Drawdown (5Y)Largest decline over 5 years | -38.52% | -44.86% | +6.34% |
Max Drawdown (10Y)Largest decline over 10 years | -52.67% | -80.78% | +28.11% |
Current DrawdownCurrent decline from peak | -53.75% | -7.28% | -46.47% |
Average DrawdownAverage peak-to-trough decline | -64.86% | -26.20% | -38.66% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.39% | 7.64% | -0.25% |
Volatility
SMTOY vs. MTSI - Volatility Comparison
Sumitomo Electric Industries Ltd ADR (SMTOY) has a higher volatility of 27.31% compared to MACOM Technology Solutions Holdings, Inc. (MTSI) at 20.31%. This indicates that SMTOY's price experiences larger fluctuations and is considered to be riskier than MTSI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SMTOY | MTSI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 27.31% | 20.31% | +7.00% |
Volatility (6M)Calculated over the trailing 6-month period | 52.50% | 40.72% | +11.78% |
Volatility (1Y)Calculated over the trailing 1-year period | 59.27% | 50.86% | +8.41% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 40.39% | 43.70% | -3.31% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 36.14% | 52.43% | -16.29% |
Dividends
SMTOY vs. MTSI - Dividend Comparison
Neither SMTOY nor MTSI has paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
MTSI MACOM Technology Solutions Holdings, Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SMTOY Sumitomo Electric Industries Ltd ADR | 0.00% | 1.06% | 1.35% | 1.37% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 1.23% | 2.26% |
Financials
SMTOY vs. MTSI - Financials Comparison
This section allows you to compare key financial metrics between Sumitomo Electric Industries Ltd ADR and MACOM Technology Solutions Holdings, Inc.. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.
Total Revenue: Total amount of money received from sales and other business activities
SMTOY vs. MTSI - Profitability Comparison
SMTOY - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Sumitomo Electric Industries Ltd ADR reported a gross profit of 318.17B and revenue of 1.45T. Therefore, the gross margin over that period was 22.0%.
MTSI - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, MACOM Technology Solutions Holdings, Inc. reported a gross profit of 164.43M and revenue of 288.96M. Therefore, the gross margin over that period was 56.9%.
SMTOY - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Sumitomo Electric Industries Ltd ADR reported an operating income of 149.83B and revenue of 1.45T, resulting in an operating margin of 10.3%.
MTSI - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, MACOM Technology Solutions Holdings, Inc. reported an operating income of 50.83M and revenue of 288.96M, resulting in an operating margin of 17.6%.
SMTOY - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Sumitomo Electric Industries Ltd ADR reported a net income of 195.83B and revenue of 1.45T, resulting in a net margin of 13.5%.
MTSI - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, MACOM Technology Solutions Holdings, Inc. reported a net income of 46.33M and revenue of 288.96M, resulting in a net margin of 16.0%.
Frequently Asked Questions
SMTOY and MTSI have a correlation of 0.28, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SMTOY has higher volatility (27.31%) compared to MTSI (20.31%). In terms of maximum drawdown, SMTOY dropped -94.82% vs MTSI's -80.78%.
SMTOY currently has the higher Sharpe Ratio (4.27 vs 3.70), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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